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Approximations of the nonlinear filter by periodic sampling and quantization

  • Session 10 Filtering
  • Conference paper
  • First Online:
Analysis and Optimization of Systems

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 62))

Abstract

Exact filtering algorithms are given and approxination rates are computed for various approximations of the nonlinear filter via periodic sampling and quantization of the observation process.

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Author information

Authors and Affiliations

  1. Dpt Systèmes et Communications, E.N.S.T., 46, rue Barrault, 75634, Paris Cedex 13

    H. Korezlioglu & G. Mazziotto

  2. PAA/TIM/MTI C.N.E.T., 38-40, rue du Gal Leclerc, 92131, Issy Les Moulineaux

    H. Korezlioglu & G. Mazziotto

Authors
  1. H. Korezlioglu
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  2. G. Mazziotto
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Editor information

A. Bensoussan J. L. Lions

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© 1984 Springer-Verlag

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Korezlioglu, H., Mazziotto, G. (1984). Approximations of the nonlinear filter by periodic sampling and quantization. In: Bensoussan, A., Lions, J.L. (eds) Analysis and Optimization of Systems. Lecture Notes in Control and Information Sciences, vol 62. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0004980

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  • DOI: https://doi.org/10.1007/BFb0004980

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-13551-7

  • Online ISBN: 978-3-540-39007-7

  • eBook Packages: Springer Book Archive

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